arXiv subjects

Peter Tino

Publications and source records attributed to Peter Tino.

44 records · Page 3Linked to original sources

arXiv2016

A Classification Framework for Partially Observed Dynamical Systems

We present a general framework for classifying partially observed dynamical systems based on the idea of learning in the model space. In contrast to the existing approaches using model point estimates to represent individual data items, we employ posterior distributions over models, thus taking into account in a principled manner the uncertainty due to both the generative (observational and/or dynamic noise) and observation (sampling in time) processes. We evaluate the framework on two testbeds - a biological pathway model and a stochastic double-well system. Crucially, we show that the classifier performance is not impaired when the model class used for inferring posterior distributions is much more simple than the observation-generating model class, provided the reduced complexity inferential model class captures the essential characteristics needed for the given classification task.

stat.ML↗

arXiv2016

Probabilistic classifiers with low rank indefinite kernels

Indefinite similarity measures can be frequently found in bio-informatics by means of alignment scores, but are also common in other fields like shape measures in image retrieval. Lacking an underlying vector space, the data are given as pairwise similarities only. The few algorithms available for such data do not scale to larger datasets. Focusing on probabilistic batch classifiers, the Indefinite Kernel Fisher Discriminant (iKFD) and the Probabilistic Classification Vector Machine (PCVM) are both effective algorithms for this type of data but, with cubic complexity. Here we propose an extension of iKFD and PCVM such that linear runtime and memory complexity is achieved for low rank indefinite kernels. Employing the Nyström approximation for indefinite kernels, we also propose a new almost parameter free approach to identify the landmarks, restricted to a supervised learning problem. Evaluations at several larger similarity data from various domains show that the proposed methods provides similar generalization capabilities while being easier to parametrize and substantially faster for large scale data.

cs.LG↗

arXiv2015

Autoencoding Time Series for Visualisation

We present an algorithm for the visualisation of time series. To that end we employ echo state networks to convert time series into a suitable vector representation which is capable of capturing the latent dynamics of the time series. Subsequently, the obtained vector representations are put through an autoencoder and the visualisation is constructed using the activations of the bottleneck. The crux of the work lies with defining an objective function that quantifies the reconstruction error of these representations in a principled manner. We demonstrate the method on synthetic and real data.

astro-ph.IM↗

arXiv2012

Learning in the Model Space for Fault Diagnosis

The emergence of large scaled sensor networks facilitates the collection of large amounts of real-time data to monitor and control complex engineering systems. However, in many cases the collected data may be incomplete or inconsistent, while the underlying environment may be time-varying or un-formulated. In this paper, we have developed an innovative cognitive fault diagnosis framework that tackles the above challenges. This framework investigates fault diagnosis in the model space instead of in the signal space. Learning in the model space is implemented by fitting a series of models using a series of signal segments selected with a rolling window. By investigating the learning techniques in the fitted model space, faulty models can be discriminated from healthy models using one-class learning algorithm. The framework enables us to construct fault library when unknown faults occur, which can be regarded as cognitive fault isolation. This paper also theoretically investigates how to measure the pairwise distance between two models in the model space and incorporates the model distance into the learning algorithm in the model space. The results on three benchmark applications and one simulated model for the Barcelona water distribution network have confirmed the effectiveness of the proposed framework.

cs.LG↗

arXiv2011

Scaling Up Estimation of Distribution Algorithms For Continuous Optimization

Since Estimation of Distribution Algorithms (EDA) were proposed, many attempts have been made to improve EDAs' performance in the context of global optimization. So far, the studies or applications of multivariate probabilistic model based continuous EDAs are still restricted to rather low dimensional problems (smaller than 100D). Traditional EDAs have difficulties in solving higher dimensional problems because of the curse of dimensionality and their rapidly increasing computational cost. However, scaling up continuous EDAs for higher dimensional optimization is still necessary, which is supported by the distinctive feature of EDAs: Because a probabilistic model is explicitly estimated, from the learnt model one can discover useful properties or features of the problem. Besides obtaining a good solution, understanding of the problem structure can be of great benefit, especially for black box optimization. We propose a novel EDA framework with Model Complexity Control (EDA-MCC) to scale up EDAs. By using Weakly dependent variable Identification (WI) and Subspace Modeling (SM), EDA-MCC shows significantly better performance than traditional EDAs on high dimensional problems. Moreover, the computational cost and the requirement of large population sizes can be reduced in EDA-MCC. In addition to being able to find a good solution, EDA-MCC can also produce a useful problem structure characterization. EDA-MCC is the first successful instance of multivariate model based EDAs that can be effectively applied a general class of up to 500D problems. It also outperforms some newly developed algorithms designed specifically for large scale optimization. In order to understand the strength and weakness of EDA-MCC, we have carried out extensive computational studies of EDA-MCC. Our results have revealed when EDA-MCC is likely to outperform others on what kind of benchmark functions.

cs.NE↗

arXiv2009

Topographic Mapping of astronomical light curves via a physically inspired Probabilistic model

We present a probabilistic generative approach for constructing topographic maps of light curves from eclipsing binary stars. The model defines a low-dimensional manifold of local noise models induced by a smooth non-linear mapping from a low-dimensional latent space into the space of probabilistic models of the observed light curves. The local noise models are physical models that describe how such light curves are generated. Due to the principled probabilistic nature of the model, a cost function arises naturally and the model parameters are fitted via MAP estimation using the Expectation-Maximisation algorithm. Once the model has been trained, each light curve may be projected to the latent space as the the mean posterior probability over the local noise models. We demonstrate our approach on a dataset of artificially generated light curves and on a dataset comprised of light curves from real observations.

astro-ph.SR↗

arXiv2009

Uncovering delayed patterns in noisy and irregularly sampled time series: an astronomy application

We study the problem of estimating the time delay between two signals representing delayed, irregularly sampled and noisy versions of the same underlying pattern. We propose and demonstrate an evolutionary algorithm for the (hyper)parameter estimation of a kernel-based technique in the context of an astronomical problem, namely estimating the time delay between two gravitationally lensed signals from a distant quasar. Mixed types (integer and real) are used to represent variables within the evolutionary algorithm. We test the algorithm on several artificial data sets, and also on real astronomical observations of quasar Q0957+561. By carrying out a statistical analysis of the results we present a detailed comparison of our method with the most popular methods for time delay estimation in astrophysics. Our method yields more accurate and more stable time delay estimates: for Q0957+561, we obtain 419.6 days for the time delay between images A and B. Our methodology can be readily applied to current state-of-the-art optical monitoring data in astronomy, but can also be applied in other disciplines involving similar time series data.

astro-ph.CO↗

arXiv2006

How accurate are the time delay estimates in gravitational lensing?

We present a novel approach to estimate the time delay between light curves of multiple images in a gravitationally lensed system, based on Kernel methods in the context of machine learning. We perform various experiments with artificially generated irregularly-sampled data sets to study the effect of the various levels of noise and the presence of gaps of various size in the monitoring data. We compare the performance of our method with various other popular methods of estimating the time delay and conclude, from experiments with artificial data, that our method is least vulnerable to missing data and irregular sampling, within reasonable bounds of Gaussian noise. Thereafter, we use our method to determine the time delays between the two images of quasar Q0957+561 from radio monitoring data at 4 cm and 6 cm, and conclude that if only the observations at epochs common to both wavelengths are used, the time delay gives consistent estimates, which can be combined to yield 408\pm 12 days. The full 6 cm dataset, which covers a longer monitoring period, yields a value which is 10% larger, but this can be attributed to differences in sampling and missing data.

astro-ph↗